-9.2%
VRSK vs FRSH
+21.1%
-30.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +2.4% |
| 7D | +4.2% | -13.8% | +18.0% | +9.0% |
| 30D | +21.2% | +0.3% | +20.9% | +20.6% |
| 3M | +2.9% | +10.1% | -7.2% | -0.8% |
| 6M | +11.3% | +47.7% | -36.3% | -1.2% |
| YTD | -10.8% | +8.2% | -19.1% | -17.2% |
| 1Y | -9.2% | +21.4% | -30.6% | -17.1% |
| All | -9.2% | +21.1% | -30.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling